Question: Consider the data provided in the table below for a portfolio of assets A and B. the portfolio weights and variances are given in the

Consider the data provided in the table below for a portfolio

Consider the data provided in the table below for a portfolio of assets A and B. the portfolio weights and variances are given in the table. the variances are expressed in decimal form. For example, if the standard deviation is 50%, then the variance is 0.5^2 = 0.25. the variance of returns of the portfolio is 0.0843. What is the correlation of assets A and B? the correlation of assets A and B is (Round to two decimal places.)

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